CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	1,901.2	1,878.6	-22.6	-1.2%	1,835.8
High	1,910.4	1,894.0	-16.4	-0.9%	1,899.9
Low	1,862.4	1,858.6	-3.8	-0.2%	1,798.5
Close	1,876.9	1,890.6	13.7	0.7%	1,868.4
Range	48.0	35.4	-12.6	-26.3%	101.4
ATR	37.2	37.0	-0.1	-0.3%	0.0
Volume	113,914	57,491	-56,423	-49.5%	1,339,353

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,987.3	1,974.3	1,910.1
R3	1,951.9	1,938.9	1,900.3
R2	1,916.5	1,916.5	1,897.1
R1	1,903.5	1,903.5	1,893.8	1,910.0
PP	1,881.1	1,881.1	1,881.1	1,884.3
S1	1,868.1	1,868.1	1,887.4	1,874.6
S2	1,845.7	1,845.7	1,884.1
S3	1,810.3	1,832.7	1,880.9
S4	1,774.9	1,797.3	1,871.1

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,159.8	2,115.5	1,924.2
R3	2,058.4	2,014.1	1,896.3
R2	1,957.0	1,957.0	1,887.0
R1	1,912.7	1,912.7	1,877.7	1,934.9
PP	1,855.6	1,855.6	1,855.6	1,866.7
S1	1,811.3	1,811.3	1,859.1	1,833.5
S2	1,754.2	1,754.2	1,849.8
S3	1,652.8	1,709.9	1,840.5
S4	1,551.4	1,608.5	1,812.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,910.4	1,858.6	51.8	2.7%	32.8	1.7%	62%	False	True	192,885
10	1,910.4	1,771.5	138.9	7.3%	41.0	2.2%	86%	False	False	232,993
20	1,910.4	1,738.5	171.9	9.1%	37.0	2.0%	88%	False	False	229,937
40	1,910.4	1,707.9	202.5	10.7%	35.7	1.9%	90%	False	False	210,597
60	1,910.4	1,703.0	207.4	11.0%	35.4	1.9%	90%	False	False	200,174
80	1,954.6	1,703.0	251.6	13.3%	38.6	2.0%	75%	False	False	186,841
100	2,033.3	1,703.0	330.3	17.5%	38.4	2.0%	57%	False	False	149,514
120	2,033.3	1,703.0	330.3	17.5%	38.1	2.0%	57%	False	False	124,638

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,044.5
2.618	1,986.7
1.618	1,951.3
1.000	1,929.4
0.618	1,915.9
HIGH	1,894.0
0.618	1,880.5
0.500	1,876.3
0.382	1,872.1
LOW	1,858.6
0.618	1,836.7
1.000	1,823.2
1.618	1,801.3
2.618	1,765.9
4.250	1,708.2

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	1,885.8	1,888.6
PP	1,881.1	1,886.5
S1	1,876.3	1,884.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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